Regularized optimization in statistical learning: a Bayesian perspective

zbMATH Open1096.62024MaRDI QIDQ5488704FDOQ5488704

Authors: Bin Li, Prem K. Goel 

Publication date: 22 September 2006

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zbMATH Keywords

Bayesian robustnessLASSOregularized optimizationRidge regressiongroup LASSOflat-tailed prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Linear inference, regression (62J99) Statistics of extreme values; tail inference (62G32)

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